def get_StaticMetropolis_instance(D, target_log_pdf): step_size = 0.002 instance = StaticMetropolis(D, target_log_pdf, step_size) # oracle scaling instance.L_C = np.linalg.cholesky(true_cov) return instance
def get_StaticMetropolis_instance(D, target_log_pdf): step_size = 0.002 acc_star = None schedule = None instance = StaticMetropolis(D, target_log_pdf, step_size, schedule, acc_star) # give proposal variance a meaningful shape from previous samples benchmark_samples_fname = "pmc_sv_benchmark_samples.txt" benchmark_samples_sha1 = "d53e505730c41fbe413188530916d9a402e21a87" assert_file_has_sha1sum(benchmark_samples_fname, benchmark_samples_sha1) benchmark_samples = np.loadtxt(benchmark_samples_fname) benchmark_samples = benchmark_samples[np.arange(0, len(benchmark_samples), step=50)] instance.L_C = np.linalg.cholesky(np.cov(benchmark_samples.T)) return instance